NYMEX Light Sweet Crude Oil Future March 2015
| Trading Metrics calculated at close of trading on 18-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
75.85 |
75.66 |
-0.19 |
-0.3% |
78.24 |
| High |
76.04 |
76.58 |
0.54 |
0.7% |
79.65 |
| Low |
74.73 |
74.40 |
-0.33 |
-0.4% |
73.17 |
| Close |
75.80 |
74.86 |
-0.94 |
-1.2% |
75.80 |
| Range |
1.31 |
2.18 |
0.87 |
66.4% |
6.48 |
| ATR |
2.03 |
2.04 |
0.01 |
0.5% |
0.00 |
| Volume |
32,431 |
33,757 |
1,326 |
4.1% |
190,077 |
|
| Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.82 |
80.52 |
76.06 |
|
| R3 |
79.64 |
78.34 |
75.46 |
|
| R2 |
77.46 |
77.46 |
75.26 |
|
| R1 |
76.16 |
76.16 |
75.06 |
75.72 |
| PP |
75.28 |
75.28 |
75.28 |
75.06 |
| S1 |
73.98 |
73.98 |
74.66 |
73.54 |
| S2 |
73.10 |
73.10 |
74.46 |
|
| S3 |
70.92 |
71.80 |
74.26 |
|
| S4 |
68.74 |
69.62 |
73.66 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.65 |
92.20 |
79.36 |
|
| R3 |
89.17 |
85.72 |
77.58 |
|
| R2 |
82.69 |
82.69 |
76.99 |
|
| R1 |
79.24 |
79.24 |
76.39 |
77.73 |
| PP |
76.21 |
76.21 |
76.21 |
75.45 |
| S1 |
72.76 |
72.76 |
75.21 |
71.25 |
| S2 |
69.73 |
69.73 |
74.61 |
|
| S3 |
63.25 |
66.28 |
74.02 |
|
| S4 |
56.77 |
59.80 |
72.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.78 |
73.17 |
4.61 |
6.2% |
2.16 |
2.9% |
37% |
False |
False |
35,996 |
| 10 |
79.65 |
73.17 |
6.48 |
8.7% |
2.06 |
2.7% |
26% |
False |
False |
38,983 |
| 20 |
82.19 |
73.17 |
9.02 |
12.0% |
1.92 |
2.6% |
19% |
False |
False |
33,793 |
| 40 |
91.92 |
73.17 |
18.75 |
25.0% |
2.05 |
2.7% |
9% |
False |
False |
35,667 |
| 60 |
93.80 |
73.17 |
20.63 |
27.6% |
1.78 |
2.4% |
8% |
False |
False |
29,336 |
| 80 |
96.85 |
73.17 |
23.68 |
31.6% |
1.58 |
2.1% |
7% |
False |
False |
24,477 |
| 100 |
100.33 |
73.17 |
27.16 |
36.3% |
1.45 |
1.9% |
6% |
False |
False |
21,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.85 |
|
2.618 |
82.29 |
|
1.618 |
80.11 |
|
1.000 |
78.76 |
|
0.618 |
77.93 |
|
HIGH |
76.58 |
|
0.618 |
75.75 |
|
0.500 |
75.49 |
|
0.382 |
75.23 |
|
LOW |
74.40 |
|
0.618 |
73.05 |
|
1.000 |
72.22 |
|
1.618 |
70.87 |
|
2.618 |
68.69 |
|
4.250 |
65.14 |
|
|
| Fisher Pivots for day following 18-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
75.49 |
74.88 |
| PP |
75.28 |
74.87 |
| S1 |
75.07 |
74.87 |
|